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<p><span style="font-size: 32px; font-weight: bold;">目录</span></p>
<div class="code-chunk" data-id="code-chunk-id-0" data-cmd="toc"><div class="input-div"><div class="code-chunk-btn-group"><div class="run-btn btn btn-xs btn-primary"><span>▶︎</span></div><div class="run-all-btn btn btn-xs btn-primary">all</div></div><div class="status">running...</div></div><div class="output-div"></div></div><ul>
<li><a href="#1-%E8%BE%93%E5%85%A5%E5%B7%AE%E4%BB%B7%E5%92%8C%E6%96%B9%E5%90%91%E8%87%AA%E5%8A%A8%E5%A5%97%E5%88%A9%E4%B8%8B%E5%8D%95%E7%AD%96%E7%95%A5">1、输入差价和方向自动套利下单策略</a>
<ul>
<li><a href="#11-%E5%B7%A5%E4%BD%9C%E5%8C%BA%E8%AF%B4%E6%98%8E">1.1、工作区说明</a></li>
<li><a href="#12-%E7%AD%96%E7%95%A5%E4%BB%A3%E7%A0%81">1.2、策略代码</a></li>
</ul>
</li>
</ul>
<hr>
<p><a href="" target="_blank" style="font-size:16px;">视频教程</a></p>
<hr>
<h3 id="1-输入差价和方向自动套利下单策略">1、输入差价和方向自动套利下单策略 </h3>
<h4 id="11-工作区说明">1.1、工作区说明 </h4>
<p><img src="../img/%E5%A5%97%E5%88%A9%E7%AD%96%E7%95%A5%E5%B7%A5%E4%BD%9C%E5%8C%BA%E8%A7%A3%E9%87%8A.png" alt="在这里插入图片描述"></p>
<hr>
<h4 id="12-策略代码">1.2、策略代码 </h4>
<pre data-role="codeBlock" data-info="python" class="language-python python"><code><span class="token comment"># -*- coding: utf-8 -*-</span>
<span class="token comment"># 两品种或两合约套利策略</span>
<span class="token keyword keyword-from">from</span> tool<span class="token punctuation">.</span>gongju <span class="token keyword keyword-import">import</span> <span class="token operator">*</span>


<span class="token keyword keyword-def">def</span> 两合约套利_v1<span class="token punctuation">(</span>cl_sj<span class="token punctuation">)</span><span class="token punctuation">:</span>
    <span class="token triple-quoted-string string">"""
    套利系统，套利方向可调，
    套利类型，1：买开-卖开，2：卖平-买平，3：卖开-买开，4：买平-卖平，5：卖平-买开，6：卖平-买平
    一：开仓逻辑：
    当IC 主力合约-次主力合约大于n点后开仓，哪个合约先成交，另外一个n秒后撤单追单，两个都成交后进行下一轮
    """</span>
    <span class="token comment"># 数据初始化，</span>
    shijian <span class="token operator">=</span> <span class="token builtin">int</span><span class="token punctuation">(</span>time<span class="token punctuation">.</span>strftime<span class="token punctuation">(</span><span class="token string">"%H%M%S"</span><span class="token punctuation">)</span><span class="token punctuation">)</span>  <span class="token comment"># 当前电脑时间</span>
    zhbh <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span>  <span class="token comment"># 开仓账户编号</span>
    <span class="token comment"># 参数设置区</span>
    ss <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span>  <span class="token comment"># 每次开仓数量</span>
    jiacha <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">1</span><span class="token punctuation">]</span>  <span class="token comment"># 两合约价差</span>
    zongshou <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">2</span><span class="token punctuation">]</span>  <span class="token comment"># 一共开平多少手</span>
    zdsj <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span>  <span class="token comment"># 多少秒测单追单</span>
    wtpy_czl <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">4</span><span class="token punctuation">]</span>  <span class="token comment"># 次主力委托偏移</span>
    czlhy <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span>   <span class="token comment"># 另外一腿合约，第一腿为交易合约</span>
    cjfx <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">6</span><span class="token punctuation">]</span>  <span class="token comment"># 差价方向，0：差价扩大下单，1：差价缩小下单</span>
    taolileixing <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">5</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">7</span><span class="token punctuation">]</span>  <span class="token comment"># 套利类型，1：买开-卖开，2：卖平-买平，3：卖开-买开，4：买平-卖平，5：卖平-买开，6：卖平-买平</span>

    <span class="token keyword keyword-if">if</span> <span class="token string">'zsl'</span> <span class="token keyword keyword-not">not</span> <span class="token keyword keyword-in">in</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">:</span>  <span class="token comment"># 初始化时执行一次，用于初始化缓存字典</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zsl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> zongshou
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdcs'</span><span class="token punctuation">]</span> <span class="token operator">=</span> ss  <span class="token comment"># 下单次数</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token number">0</span>  <span class="token comment"># 主力持仓状态</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token number">0</span>  <span class="token comment"># 次主力持仓状态</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'hydx'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>get_zuixiaobiandong<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>   <span class="token comment"># 最小变动单位</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token string">'8888'</span>  <span class="token comment"># 止盈挂单id</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token string">'8888'</span>  <span class="token comment"># 止盈挂单id</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zhujiaoyiheyue'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span>  <span class="token comment"># 主力合约</span>
        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'wtpy_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">8</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span>  <span class="token comment"># 主力委托偏移</span>

    zltick <span class="token operator">=</span> DuquRedis_HQ<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zhujiaoyiheyue'</span><span class="token punctuation">]</span><span class="token punctuation">)</span>
    zljg <span class="token operator">=</span> zltick<span class="token punctuation">[</span><span class="token string">'LastPrice'</span><span class="token punctuation">]</span>
    czltick <span class="token operator">=</span> DuquRedis_HQ<span class="token punctuation">(</span>czlhy<span class="token punctuation">)</span>
    czljg <span class="token operator">=</span> czltick<span class="token punctuation">[</span><span class="token string">'LastPrice'</span><span class="token punctuation">]</span>
    hycj <span class="token operator">=</span> zljg<span class="token operator">-</span>czljg  <span class="token comment"># 两合约差价</span>
    cckcbz <span class="token operator">=</span> <span class="token number">0</span>

    zhangdietingxianzhi <span class="token operator">=</span> zljg <span class="token operator">&lt;</span> <span class="token builtin">float</span><span class="token punctuation">(</span>zltick<span class="token punctuation">[</span><span class="token string">'UpperLimitPrice'</span><span class="token punctuation">]</span><span class="token punctuation">)</span> <span class="token keyword keyword-and">and</span> zljg <span class="token operator">&gt;</span> <span class="token builtin">float</span><span class="token punctuation">(</span>zltick<span class="token punctuation">[</span><span class="token string">'LowerLimitPrice'</span><span class="token punctuation">]</span><span class="token punctuation">)</span> <span class="token keyword keyword-and">and</span> \
                          czljg <span class="token operator">&lt;</span> <span class="token builtin">float</span><span class="token punctuation">(</span>czltick<span class="token punctuation">[</span><span class="token string">'UpperLimitPrice'</span><span class="token punctuation">]</span><span class="token punctuation">)</span> <span class="token keyword keyword-and">and</span> czljg <span class="token operator">&gt;</span> <span class="token builtin">float</span><span class="token punctuation">(</span>czltick<span class="token punctuation">[</span><span class="token string">'LowerLimitPrice'</span><span class="token punctuation">]</span><span class="token punctuation">)</span>

    yunxukaicang <span class="token operator">=</span> <span class="token punctuation">(</span>shijian <span class="token operator">&gt;</span> <span class="token number">90100</span> <span class="token keyword keyword-and">and</span> shijian <span class="token operator">&lt;</span> <span class="token number">101400</span><span class="token punctuation">)</span> <span class="token keyword keyword-or">or</span> <span class="token punctuation">(</span>shijian <span class="token operator">&gt;</span> <span class="token number">103100</span> <span class="token keyword keyword-and">and</span> shijian <span class="token operator">&lt;</span> <span class="token number">112900</span><span class="token punctuation">)</span> <span class="token keyword keyword-or">or</span> <span class="token punctuation">(</span>
                shijian <span class="token operator">&gt;</span> <span class="token number">130100</span> <span class="token keyword keyword-and">and</span> shijian <span class="token operator">&lt;</span> <span class="token number">145800</span><span class="token punctuation">)</span> \
                   <span class="token keyword keyword-or">or</span> <span class="token punctuation">(</span>shijian <span class="token operator">&gt;</span> <span class="token number">210100</span> <span class="token keyword keyword-and">and</span> shijian <span class="token operator">&lt;</span> <span class="token number">235950</span><span class="token punctuation">)</span> <span class="token keyword keyword-or">or</span> <span class="token punctuation">(</span>shijian <span class="token operator">&gt;</span> <span class="token number">0</span> <span class="token keyword keyword-and">and</span> shijian <span class="token operator">&lt;</span> <span class="token number">22800</span><span class="token punctuation">)</span>  <span class="token comment"># 允许开仓时间</span>

    <span class="token keyword keyword-if">if</span> cl_sj<span class="token punctuation">.</span>jiaoyiqidong <span class="token keyword keyword-and">and</span> zhangdietingxianzhi <span class="token keyword keyword-and">and</span> yunxukaicang<span class="token punctuation">:</span>  <span class="token comment"># 启动了交易且时间在开盘后10秒</span>
        <span class="token comment"># 初次开仓</span>
        <span class="token keyword keyword-if">if</span> cjfx<span class="token punctuation">:</span>  <span class="token comment"># 差价方向为1，差价缩小下单</span>
            chajiatiaojian <span class="token operator">=</span> hycj <span class="token operator">&lt;</span> jiacha
        <span class="token keyword keyword-else">else</span><span class="token punctuation">:</span>  <span class="token comment"># 差价方向为0，差价扩大下单</span>
            chajiatiaojian <span class="token operator">=</span> hycj <span class="token operator">&gt;</span> jiacha
        <span class="token keyword keyword-if">if</span> chajiatiaojian <span class="token keyword keyword-and">and</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_zl'</span><span class="token punctuation">]</span> <span class="token operator">==</span> <span class="token number">0</span> <span class="token keyword keyword-and">and</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_czl'</span><span class="token punctuation">]</span> <span class="token operator">==</span> <span class="token number">0</span> <span class="token keyword keyword-and">and</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zsl'</span><span class="token punctuation">]</span> <span class="token operator">&gt;</span> <span class="token number">0</span><span class="token punctuation">:</span>  <span class="token comment"># 合约差价大于设定价差</span>
            cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zhujiaoyiheyue'</span><span class="token punctuation">]</span>
            cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">8</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'wtpy_zl'</span><span class="token punctuation">]</span>  <span class="token comment"># 主力委托偏移</span>
            <span class="token comment"># 套利类型，1：买开-卖开，2：卖平-买平，3：卖开-买开，4：买平-卖平，5：卖平-买开，6：卖平-买平，7：平空-开空</span>
            <span class="token keyword keyword-if">if</span> taolileixing <span class="token operator">==</span> <span class="token number">1</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力开多</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">2</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平多</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">3</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力开空</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">4</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平空</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">5</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平多</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">6</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平多</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">7</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平空</span>

            <span class="token keyword keyword-print">print</span><span class="token punctuation">(</span><span class="token string">"主力发单平仓="</span><span class="token punctuation">,</span> time<span class="token punctuation">.</span>strftime<span class="token punctuation">(</span><span class="token string">"%H%M%S"</span><span class="token punctuation">)</span><span class="token punctuation">,</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>
            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token number">1</span>
            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span>
            cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> czlhy
            cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">8</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> wtpy_czl  <span class="token comment"># 次主力委托偏移</span>
            <span class="token comment"># 套利类型，1：买开-卖开，2：卖平-买平，3：卖开-买开，4：买平-卖平，5：卖平-买开，6：卖平-买平</span>
            <span class="token keyword keyword-if">if</span> taolileixing <span class="token operator">==</span> <span class="token number">1</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开空</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">2</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力平空</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">3</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开多</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">4</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力平多</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">5</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开多</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">6</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力平空</span>
            <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">7</span><span class="token punctuation">:</span>
                cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开空</span>

            <span class="token keyword keyword-print">print</span><span class="token punctuation">(</span><span class="token string">"次主力发单开仓="</span><span class="token punctuation">,</span> time<span class="token punctuation">.</span>strftime<span class="token punctuation">(</span><span class="token string">"%H%M%S"</span><span class="token punctuation">)</span><span class="token punctuation">,</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>
            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token number">1</span>
            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span>
            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zsl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zsl'</span><span class="token punctuation">]</span> <span class="token operator">-</span> <span class="token number">1</span>

            cckcbz <span class="token operator">=</span> <span class="token number">1</span>

        <span class="token comment"># 主力追单</span>
        zlzdcgbz <span class="token operator">=</span> <span class="token boolean">True</span>
        <span class="token keyword keyword-if">if</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_zl'</span><span class="token punctuation">]</span> <span class="token operator">==</span> <span class="token number">1</span> <span class="token keyword keyword-and">and</span> cckcbz <span class="token operator">==</span> <span class="token number">0</span><span class="token punctuation">:</span>  <span class="token comment"># 初次下单n秒不成交撤单并追单</span>
            <span class="token keyword keyword-if">if</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token keyword keyword-in">in</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>order_dict<span class="token punctuation">:</span>
                <span class="token keyword keyword-if">if</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>order_dict<span class="token punctuation">[</span>cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token string">'kcdsl'</span><span class="token punctuation">]</span> <span class="token operator">!=</span> <span class="token number">0</span><span class="token punctuation">:</span>
                    <span class="token keyword keyword-if">if</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span> <span class="token operator">-</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_zl'</span><span class="token punctuation">]</span> <span class="token operator">&gt;</span> zdsj<span class="token punctuation">:</span>  <span class="token comment"># 时间到达追单时间</span>
                        cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>cd_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span><span class="token punctuation">)</span>  <span class="token comment"># 撤初次挂单</span>
                        time<span class="token punctuation">.</span>sleep<span class="token punctuation">(</span><span class="token number">0.3</span><span class="token punctuation">)</span>
                        cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zhujiaoyiheyue'</span><span class="token punctuation">]</span>
                        cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">8</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'wtpy_zl'</span><span class="token punctuation">]</span>  <span class="token comment"># 主力委托偏移</span>
                        <span class="token comment"># 套利类型，1：买开-卖开，2：卖平-买平，3：卖开-买开，4：买平-卖平，5：卖平-买开，6：卖平-买平</span>
                        <span class="token keyword keyword-if">if</span> taolileixing <span class="token operator">==</span> <span class="token number">1</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力开多</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">2</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平多</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">3</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力开空</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">4</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平空</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">5</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平多</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">6</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平多</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">7</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 主力平空</span>

                        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span>
                        <span class="token keyword keyword-print">print</span><span class="token punctuation">(</span><span class="token string">"主力追单="</span><span class="token punctuation">,</span> time<span class="token punctuation">.</span>strftime<span class="token punctuation">(</span><span class="token string">"%H%M%S"</span><span class="token punctuation">)</span><span class="token punctuation">,</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>
                        zlzdcgbz <span class="token operator">=</span> <span class="token boolean">False</span>
                <span class="token keyword keyword-else">else</span><span class="token punctuation">:</span>
                    <span class="token keyword keyword-if">if</span> zlzdcgbz<span class="token punctuation">:</span>
                        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_zl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token number">0</span>  <span class="token comment"># 可撤单数量为0允许开仓</span>

        <span class="token comment"># 次主力追单</span>
        czlzdcgbz <span class="token operator">=</span> <span class="token boolean">True</span>
        <span class="token keyword keyword-if">if</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_czl'</span><span class="token punctuation">]</span> <span class="token operator">==</span> <span class="token number">1</span> <span class="token keyword keyword-and">and</span> cckcbz <span class="token operator">==</span> <span class="token number">0</span><span class="token punctuation">:</span>  <span class="token comment"># 初次下单n秒不成交撤单并追单</span>
            <span class="token keyword keyword-if">if</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token keyword keyword-in">in</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>order_dict<span class="token punctuation">:</span>
                <span class="token keyword keyword-if">if</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>order_dict<span class="token punctuation">[</span>cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token string">'kcdsl'</span><span class="token punctuation">]</span> <span class="token operator">!=</span> <span class="token number">0</span><span class="token punctuation">:</span>
                    <span class="token keyword keyword-if">if</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span> <span class="token operator">-</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_czl'</span><span class="token punctuation">]</span> <span class="token operator">&gt;</span> zdsj<span class="token punctuation">:</span>  <span class="token comment"># 时间到达追单时间</span>
                        cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>cd_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span><span class="token punctuation">)</span>  <span class="token comment"># 撤初次挂单</span>
                        time<span class="token punctuation">.</span>sleep<span class="token punctuation">(</span><span class="token number">0.3</span><span class="token punctuation">)</span>
                        cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> czlhy
                        cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">8</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span> <span class="token operator">=</span> wtpy_czl  <span class="token comment"># 次主力委托偏移</span>
                        <span class="token comment"># 套利类型，1：买开-卖开，2：卖平-买平，3：卖开-买开，4：买平-卖平，5：卖平-买开，6：卖平-买平</span>
                        <span class="token keyword keyword-if">if</span> taolileixing <span class="token operator">==</span> <span class="token number">1</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开空</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">2</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力平空</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">3</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开多</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">4</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力平多</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">5</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开多</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">6</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>pc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力平空</span>
                        <span class="token keyword keyword-elif">elif</span> taolileixing <span class="token operator">==</span> <span class="token number">7</span><span class="token punctuation">:</span>
                            cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'xdid_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> cl_sj<span class="token punctuation">.</span>zhanghu<span class="token punctuation">[</span>zhbh<span class="token punctuation">]</span><span class="token punctuation">.</span>kc_orders<span class="token punctuation">(</span>cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">,</span> <span class="token operator">-</span><span class="token number">1</span><span class="token punctuation">,</span> ss<span class="token punctuation">)</span>  <span class="token comment"># 次主力开空</span>

                        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cckcsj_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> time<span class="token punctuation">.</span>time<span class="token punctuation">(</span><span class="token punctuation">)</span>
                        <span class="token keyword keyword-print">print</span><span class="token punctuation">(</span><span class="token string">"次主力追单="</span><span class="token punctuation">,</span> time<span class="token punctuation">.</span>strftime<span class="token punctuation">(</span><span class="token string">"%H%M%S"</span><span class="token punctuation">)</span><span class="token punctuation">,</span> cl_sj<span class="token punctuation">.</span>jiaoyishezhi<span class="token punctuation">[</span><span class="token number">3</span><span class="token punctuation">]</span><span class="token punctuation">[</span><span class="token number">0</span><span class="token punctuation">]</span><span class="token punctuation">)</span>
                        czlzdcgbz <span class="token operator">=</span> <span class="token boolean">False</span>
                <span class="token keyword keyword-else">else</span><span class="token punctuation">:</span>
                    <span class="token keyword keyword-if">if</span> czlzdcgbz<span class="token punctuation">:</span>
                        cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_czl'</span><span class="token punctuation">]</span> <span class="token operator">=</span> <span class="token number">0</span>  <span class="token comment"># 可撤单数量为0允许开仓</span>

    <span class="token keyword keyword-return">return</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_zl'</span><span class="token punctuation">]</span><span class="token punctuation">,</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'cczt_czl'</span><span class="token punctuation">]</span><span class="token punctuation">,</span> cl_sj<span class="token punctuation">.</span>sjb<span class="token punctuation">[</span><span class="token string">'zsl'</span><span class="token punctuation">]</span><span class="token punctuation">,</span> hycj



</code></pre>
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